On the Impulse Control of Jump Diffusions (Q2848600): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1201.4821 / rank | |||
Normal rank |
Latest revision as of 09:03, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Impulse Control of Jump Diffusions |
scientific article |
Statements
On the Impulse Control of Jump Diffusions (English)
0 references
26 September 2013
0 references
controlled jump-diffusion
0 references
distributional solution
0 references
impulse control problem
0 references
regularity
0 references
quasi-variational inequality
0 references